The takeaway
Simplify Managed Futures Strategy ETF shows a slight seasonal lean over 4 years of data — strongest in April (+4.5%) and softest in September (+1.6%).
Right now
In July, the fund has risen 75% of years, averaging +0.3%, roughly 1.8 pts behind the S&P 500.
The full picture
Simplify Managed Futures Strategy ETF's most dependable month has been April, higher in 3 of 4 years; September has been its least reliable, up just 25% of the time.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Win rate % | ||||||||||||
| Median return % | ||||||||||||
| 2025 | ||||||||||||
| 2024 | ||||||||||||
| 2023 | ||||||||||||
| 2022 | — | — |
Month by month
The fund's clearest edge over the S&P 500 lands in February (+6.1 pts); it has trailed the market most in March (−4.8 pts).
“vs S&P” is Simplify Managed Futures Strategy ETF’s average for a month minus the S&P 500’s average for that same month — isolating Simplify Managed Futures Strategy ETF’s own seasonal edge from broad market drift.
Reality check
Over the last 4 years, April has closed higher 75% of the time versus 75% across the last 4 years — the pattern is holding.
Figures are the typical (median) April return and how often it rose — the last 4 years versus the last 4(the heatmap’s default window). This verdict stays anchored to that 4-year window even if you zoom the chart, so it never disagrees with the badges above.
In plain English
This is a fund you can almost set a calendar by, and April is the anchor — it has closed higher in 3 of 4 Aprils, the steadiest beat on its year.
The strength looks broad-based rather than freakish: its average (+4.5%) and median (+7.5%) sit close together, so no single blow-out year is flattering the figure. Better still, that strength is the fund's own and not just a buoyant market — April has outpaced the S&P 500 by +2.8 points on average. Few peers keep such company in April — the typical stock clears it just 55% of the time.
It doesn't stand entirely alone — February, May, and July have leaned firm as well, if less emphatically. At the other end of the calendar, September is the year's low point, though even there the fund has stayed positive on average (+1.6%), a sign every month leans up, and the edge isn't year-round — the fund has trailed the S&P 500 in March, November, and July. Its roughest month on record was a −14.6% March in 2023 — a reminder of how hard even a seasonal name can fall.
For a fund this dependable in April, the sharper question is the rest of the year — outside its strong stretch, the calendar gives far less to lean on. With a short 4-year record, the signal is best held loosely.
Short answers on the fund's best month (April), its worst (September), and whether it really trades seasonally.
Only mildly. The fund's months are fairly even — April is the firmest (+4.5%) and September the softest (+1.6%), a narrow spread that points to weak seasonality rather than a strong calendar effect.
April has been the strongest, averaging +4.5% and closing higher in 3 of 4 years since 2022.
It's the weakest month, but it has still averaged a small gain (+1.6%) — quiet rather than genuinely bad.
Explore
These names have the strongest July track records on record — a starting point for comparison.
Before you trade